on our ESX Servers we have running a HP SIM Agent, which sends SNMP Traps if something fails. Now on the ESXi I guess I'm not able to install this agent. Is there a possibility to get informed when something happens e.g. a harddrive fails ? Maybe an email is send ?

We have a VirtualCenter running. But like I know you need a license for it and we have only one. But the ESXi server shall run in our DMZ, so I would need an additional VirtualCenter license or I should open a firewall port. Both does not make me happy. Which firewall port do I have to open in which direction ?

I should say that if you are using the free version of ESXi you will need to purchase a license to have VirtualCenter to manage it. Between ESX and the VC you only need to default host agent port open, which is open by default (902)